Fact sheet: Janus INTECHGblIncMngVolt

Fund information

Fund name
Janus INTECH Global Income Managed Volatility A Acc USD
Fund company manager
Janus Capital Funds
Fund type
SIB
Fund manager
INTECH
since 28/03/2013
Fund objective
This global developed-markets equity fund strictly adheres to a highly-evolved process that targets the most optimal portfolio with the potential for the highest return per unit of risk, or risk-adjusted return, and adjusts based on actual volatility in the market at any point in time. The Fund’s unemotional approach seeks to provide downside mitigation along with growth participation when markets are on the rise, while generating monthly income distributions.
Benchmark
MSCI World High Dividend Yield Index
Investment style
Growth
Investment method
Shares

Quick stats

1 Year return

11.51 %

1 Year rank in sector

325/471

Sector

FO Equity - International

Yield
-
Fund size

£ 2.3 m

FE Risk score

99

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    49.86%
  • Hong Kong
    17.43%
  • Japan
    10.47%
  • Canada
    3.8%
  • Money Market
    3.49%
  • Utilities
    37.89%
  • Consumer Discretionary
    15.07%
  • Consumer Staples
    11.6%
  • Industrials
    6.72%
  • Financials
    6.24%
  • US Equities
    49.87%
  • International Equities
    46.64%
  • Cash & Cash Equivalents
    3.49%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.41 %8.32 %11.51 %5.67 %0 %
Sector1.65 %4.5 %14.99 %20.51 %55.67 %
Rank within sector381 / 502144 / 492325 / 471355 / 374 /
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Calendar performance

YTD-20172016201520142013
Fund15.66 %1.36 %-4.88 %-2.43 %0 %
Sector10.77 %7.94 %0.71 %5.96 %21.26 %
Rank within sector141 / 485364 / 441343 / 391314 / 345 /
Quartile th2 nd4 th4 th4 th th

Risk statistics

Alpha-3.78
Beta0.85
Sharpe-0
Volatility9.54
Tracking error5.61
Information ratio-0.83
R-Squared0.67

Price movement

52 week high12.2
52 week low10.4
Current bid price0
Current offer price0
Current mid price12.11

Holdings by region

  • 49.86% USA
  • 17.43% Hong Kong
  • 10.47% Japan
  • 3.8% Canada
  • 3.49% Money Market
  • 3.37% Australia
  • 2.79% UK
  • 2.58% Singapore
  • 1.95% Others
  • 1.68% Switzerland

Holdings by sector

  • 37.89% Utilities
  • 15.07% Consumer Discretionary
  • 11.6% Consumer Staples
  • 6.72% Industrials
  • 6.24% Financials
  • 5.97% Telecommunications Utilities
  • 5.1% Real Estate
  • 4.7% Health Care
  • 3.49% Cash & Cash Equivalents
  • 1.35% Information Technology

Holdings by asset type

  • 49.87% US Equities
  • 46.64% International Equities
  • 3.49% Cash & Cash Equivalents

Individual holdings

-